| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0025 | 721.45 | 49298952 | |||
| SPY | State Street® SPDR® S&P 500® ETF Trust | 0.0074 | 761.69 | 64911998 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 5000.00 | Final Equity: | 5421.08 |
| Total net P/L: | 421.08 | Total ROI: | 8.42 % |
| CAGR: | 3.08 % | Max. DD: | 6.32 % |
| System Score: | 1.015 | Sharpe Ratio: | 0.940 |
| Start Date: | 2024-01-02 | End Date: | 2026-08-31 |
| Total days: | 972 | ||
| Commissions: | 156.00 | Comm.% P/L | 27.03 % |
| Total Transactions: | 156 | Log. Linearity: | 69.043 % |
| Total | Long |
Short |
QQQ | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 577.08 | 453.03 | 124.05 | 1095.78 | -518.70 |
| Total Profit | 1747.05 | 889.15 | 857.90 | 3959.08 | 2135.76 |
| Total Loss | 1169.97 | 436.12 | 733.85 | 2863.30 | 2654.46 |
| Profit Factor | 1.49 | 2.04 | 1.17 | 1.38 | 0.80 |
| Trades | 39 | 17 | 22 | 39 | 39 |
| Winning Trades | 26 | 12 | 14 | 23 | 18 |
| Losing Trades | 13 | 5 | 8 | 16 | 21 |
| % Profitable | 66.00 | 70.00 | 63.00 | 58.00 | 46.00 |
| Profit/Loss Per Trade % | 0.28 | 0.50 | 0.11 | 0.48 | -0.31 |
| Profit Per Trade % | 1.27 | 1.40 | 1.16 | 3.24 | 2.19 |
| Loss Per Trade % | 1.66 | 1.61 | 1.69 | 3.26 | 2.38 |
| Days In Trade | 504 | 209 | 295 | 504 | 504 |
| Days In Trade (Avg. Per Trade) | 12.92 | 12.29 | 13.41 | 12.92 | 12.92 |
| % Days In Trade | 51.85 | 21.50 | 30.35 | 51.85 | 51.85 |